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Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles - 2015
Persistent link: https://www.econbiz.de/10011302290
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Risk measures beyond quantiles
Daouia, Abdelaati; Stupfler, Gilles - 2025
Persistent link: https://www.econbiz.de/10015361714
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Fatality risk regulation
Hammitt, James K.; Treich, Nicolas; Gijbels, Irène; … - 2021
Persistent link: https://www.econbiz.de/10012434752
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Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
Deme, El Hadji; Girard, Stéphane; Guillou, Armelle - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 550-559
Persistent link: https://www.econbiz.de/10009763588
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Frontier estimation and extreme values theory
Daouia, Abdelaati; Florens, Jean-Pierre; Simar, Léopold - 2010
Persistent link: https://www.econbiz.de/10003984738
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Efficiency measurement : a nonparametric approach
Aragon, Yves; Daouia, Abdelaati; Thomas-Agnan, Christine - In: Annales d'économie et de statistique 82 (2006), pp. 217-242
Persistent link: https://www.econbiz.de/10003511016
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Measuring firm performance using nonparametric quantile-type distances
Daouia, Abdelaati; Simar, Léopold; Wilson, Paul W. - In: Econometric reviews 36 (2017) 1/3, pp. 156-181
Persistent link: https://www.econbiz.de/10011795039